Good morning,
I am an economist. I try to build a strategic - tactical portfolio based on
my forecasts on different assets. I would want to use the BLCOP package.
The strategic portfolio would be based on one-year expectation on the
return of each asset
The tactical portfolio, with a monthly re-balancing, would result from
short-term views on the market.
Could you help me to combine these views in a COP framework. I have already
built a portfolio. I only struggle to introduce my medium-term views.
Thank you very much for your help,
Best regards,
Alexis Garatti
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
